+173.4%
ACGL vs SBAC
-41.3%
+214.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.3% |
| 7D | -1.2% | -3.4% | +2.2% | -0.8% |
| 30D | +12.8% | +2.6% | +10.2% | +12.4% |
| 3M | +12.3% | +2.6% | +9.7% | +11.8% |
| 6M | +15.8% | -11.5% | +27.4% | +17.3% |
| YTD | +13.9% | -1.6% | +15.5% | +13.5% |
| 1Y | +19.0% | -5.1% | +24.1% | +19.1% |
| 3Y | +33.7% | -9.3% | +43.0% | +33.7% |
| 5Y | +173.4% | -41.0% | +214.4% | +188.2% |
| All | +173.4% | -41.3% | +214.7% | +188.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling